A new local and global optimization method for mixed integer quadratic programming problems
The authors consider the following mixed integer quadratic optimization problem with box constraints \[ \min f(x)= {1\over 2} x^T Ax+ a^T x,\quad x\in\mathbb{R}^n, \] \[ \text{s.t. }x\in U:= \{(x_1,\dots, x_n)^T|^{x_i\in \{u_i+1,\dots, v_i\}, i\in I}_{x_i\in [u_i, v_i],\;i\in J}\} \] and present a new local and global optimization method by using optimality conditions. Numerical experiments are given and show that the new approach is effective and stable.
mixed integer quadratic programming problem
scientific article; zbMATH DE number 5817340